BNP Paribas Put 137 USD/JPY 20.12.2024
/ DE000PC2N3G2
BNP Paribas Put 137 USD/JPY 20.12.../ DE000PC2N3G2 /
| 6/7/2024 11:11:30 AM |
Chg.+0.030 |
Bid12:07:37 PM |
Ask12:07:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.470EUR |
+6.82% |
0.470
Bid Size: 20,000 |
0.490
Ask Size: 20,000 |
- |
137.00 JPY |
12/20/2024 |
Put |
Master data
| WKN: |
PC2N3G |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
137.00 JPY |
| Maturity: |
12/20/2024 |
| Issue date: |
12/22/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
1:100 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-5,619,891.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2,279,985.82 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.05 |
| Historic volatility: |
14.47 |
| Parity: |
-315,909.65 |
| Time value: |
0.47 |
| Break-even: |
23,254.39 |
| Moneyness: |
0.88 |
| Premium: |
0.12 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.02 |
| Spread %: |
4.44% |
| Delta: |
0.00 |
| Theta: |
0.00 |
| Omega: |
-124.01 |
| Rho: |
0.00 |
Quote data
| Open: |
0.480 |
| High: |
0.480 |
| Low: |
0.470 |
| Previous Close: |
0.440 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.50% |
| 1 Month |
|
|
-29.85% |
| 3 Months |
|
|
-74.03% |
| YTD |
|
|
-89.58% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.550 |
0.400 |
| 1M High / 1M Low: |
0.670 |
0.380 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/2/2024 |
4.340 |
| Low (YTD): |
5/28/2024 |
0.380 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.450 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.486 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
158.35% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
